Construction toy sets are well known and typically comprise a set of blocks that are connectable together to form a structure. These sets suffer from several drawbacks. Structures are typically relative slow to create since the blocks are usually assembled one-by-one. Furthermore, the blocks typically connect together in relatively fixed ways, resulting in little variation in how they can be joined to adjacent blocks. Such blocks can represent a safety risk also to small children if ingested. There is consequently a need for a construction toy set that overcomes one or more of these problems, while still being inexpensive to produce.